Buchumschlag

Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process

The existence and uniqueness of solution of stochastic differential equation driven by standard Brownian motion and fractional Brownian motion with Hurst parameter H belongs (3/4, 1) is established.

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Bibliographische Detailangaben
Datum:	2007
Hauptverfasser:	Mishura, Y., Posashkov, S.
Format:	Artikel
Sprache:	Englisch
Veröffentlicht:	Інститут математики НАН України 2007
Online Zugang:	https://nasplib.isofts.kiev.ua/handle/123456789/4486
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Zitieren:	Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process / Y. Mishura, S. Posashkov // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 152-165. — Бібліогр.: 8 назв.— англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine

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